Are these SWF files Flash video, or are they Flash animations? I'm guessing that converter only handles Flash video. To convert Flash animations (which aren't really video at all -- they're actually scripts which get interpreted on the fly by the player) you probably need something that can convert the animation to a video format first.
If the files are indeed video, then maybe the converter doesn't support the full range of audio/video codecs, and doesn't know how to deal with the codec used on your files.
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